Market Microstructure
Capitals vs. Canadiens →Spread Analysis
Best Bid
—
Best Ask
0.1¢
Spread
—
Spread %
—
Midpoint
—
Liquidity
$0
Order Flow
Total Trades
1,000
Avg Trade Size
66
Median Trade Size
10
Max Trade Size
3,238
Buy Trades
833
Sell Trades
167
Buy / Sell Ratio83.3% / 16.7%